Finding SPF Percentiles Closest to Greenbook
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More about this item
Keywords
Greenbook; Survey of Professional Forecasters; estimation of ‡exible loss function; SPF cross-sectional distribution; SPF percentiles; encompassing test; asymmetric least squares.;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FOR-2015-02-22 (Forecasting)
- NEP-MAC-2015-02-22 (Macroeconomics)
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